+71.8%
HST vs MTSI
+153.3%
-81.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -18.4% | +12.7% | -1.9% |
| 7D | -4.2% | -24.6% | +20.4% | +1.1% |
| 30D | +9.6% | -45.7% | +55.3% | +23.0% |
| 3M | -1.1% | -27.7% | +26.6% | +2.7% |
| 6M | +21.1% | -37.3% | +58.4% | +27.5% |
| YTD | +47.1% | +11.1% | +36.0% | +29.5% |
| 1Y | +64.0% | +27.2% | +36.9% | +37.9% |
| 3Y | +77.1% | +153.7% | -76.5% | +11.4% |
| 5Y | +71.8% | +159.0% | -87.2% | -1.7% |
| All | +71.8% | +153.3% | -81.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling